Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering (CIFEr): April 9-11, 1995, New York City, Crowne Plaza ManhattanIEEE Service Center, 1995 - 192 páginas |
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Página i
... computational methods , especially intelligent computational systems , which now become indispensable in virtually all financial applications , from portfolio selection to proprietary trading to risk management . From 1995 to 2000 , six ...
... computational methods , especially intelligent computational systems , which now become indispensable in virtually all financial applications , from portfolio selection to proprietary trading to risk management . From 1995 to 2000 , six ...
Página ii
... computational techniques for building models and finding solutions . The state - of - the - art computational approaches exemplified in this volume range from new Monte Carlo methods for derivatives pricing , to agent - based market ...
... computational techniques for building models and finding solutions . The state - of - the - art computational approaches exemplified in this volume range from new Monte Carlo methods for derivatives pricing , to agent - based market ...
Página 100
... Computational Fi- nance , 1 : 5-13 , Spring 1998 . [ 34 ] E. Omberg . The valuation of american puts with ex- ponential exercise policies . Advances in Futures and Options Research , 2 : 117–142 , 1987 . [ 35 ] M. Parkinson . Option ...
... Computational Fi- nance , 1 : 5-13 , Spring 1998 . [ 34 ] E. Omberg . The valuation of american puts with ex- ponential exercise policies . Advances in Futures and Options Research , 2 : 117–142 , 1987 . [ 35 ] M. Parkinson . Option ...
Contenido
BANKRUPTCY PREDICTION WITH LEAST | 1 |
SIMPLE DECISION MAKING CRITERION AS REAL OPTIONS | 17 |
INCLUDING LIFETIME AND OPTIONS IN RESIDUAL INCOME INDICATORS | 31 |
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Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial ... Vista de fragmentos - 1995 |
Términos y frases comunes
AANN agents American put American put options analysis applied approach approximation arbitrage barrier option Black-Scholes bond calculated call option coefficients computed convertible bond correlation covariance currency data points data set decision defined delta hedge denote derived distribution dynamics Econometrics Economics equation error estimated evaluation exchange rate Figure financial time series forecast formula function fuzzy genetic algorithm given Heston model Hong Kong hypothesis implied volatility indicators input interest rate Journal of Finance kernel kurtosis linear matrix method momentum moving average neural network nonlinear normal normal distribution observations option pricing p-value pair-wise paper parameters performance period portfolio prediction problem Programming put options random ratio regression reset returns risk sample sequences Sharpe Ratio simulation standard deviation statistical stochastic volatility stock price strike price support vector machines SVMs Table tion trading rules training data trend variables variance wavelets